statsmodels.discrete.discrete_model.ProbitResults.resid_generalized

ProbitResults.resid_generalized() [source]

Generalized residuals

Notes

The generalized residuals for the Probit model are defined

\[y\frac{\phi(X\beta)}{\Phi(X\beta)}-(1-y)\frac{\phi(X\beta)}{1-\Phi(X\beta)}\]